104 lines
4.2 KiB
Python
104 lines
4.2 KiB
Python
# -*- encoding:utf-8 -*-
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"""仓位资金管理参数以及选择图形可视化"""
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from __future__ import absolute_import
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from __future__ import division
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from __future__ import print_function
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from abc import abstractmethod
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import ipywidgets as widgets
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from ..WidgetBu.ABuWGBase import WidgetFactorBase, WidgetFactorManagerBase, accordion_shut
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from ..WidgetBu.ABuWGBFBase import BFSubscriberMixin
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__author__ = '阿布'
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__weixin__ = 'abu_quant'
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class PosWGManager(WidgetFactorManagerBase):
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"""仓位资金管理组织类"""
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def __init__(self):
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super(PosWGManager, self).__init__()
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position_label = widgets.Label(u'无选定时默认资管为：atr资金仓位管理策略',
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layout=widgets.Layout(width='300px'))
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self.widget = widgets.VBox([self.factor_box, position_label, self.selected_factors])
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def _init_widget(self):
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"""构建内置的仓位资金管理可视化组件，构造出self.factor_box"""
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from ..WidgetBu.ABuWGPosition import AtrPosWidget, KellyPosWidget, PtPosition
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self.pos_array = []
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self.pos_array.append(AtrPosWidget(self))
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self.pos_array.append(KellyPosWidget(self))
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self.pos_array.append(PtPosition(self))
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# ps() call用widget组list
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children = [pos() for pos in self.pos_array]
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if self.scroll_factor_box:
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self.factor_box = widgets.Box(children=children,
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layout=self.factor_layout)
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else:
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# 一行显示两个，n个为一组，组装sub_children_group序列,
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sub_children_group = self._sub_children(children, len(children) / self._sub_children_group_cnt)
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sub_children_box = [widgets.HBox(sub_children) for sub_children in sub_children_group]
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self.factor_box = widgets.VBox(sub_children_box)
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# 买入因子是特殊的存在，都需要买入因子的全局数据
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self.buy_factor_manger = None
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def register(self, buy_factor_manger):
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"""选股manager内部因子注册接收买入因子添加的改变"""
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self.buy_factor_manger = buy_factor_manger
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for ps in self.pos_array:
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self.buy_factor_manger.register_subscriber(ps)
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class WidgetPositionBase(WidgetFactorBase, BFSubscriberMixin):
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"""仓位资金管理可视化基础类"""
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def __init__(self, wg_manager):
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super(WidgetPositionBase, self).__init__(wg_manager)
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self.add = widgets.Button(description=u'选定为全局资金管理策略', layout=widgets.Layout(width='98%'),
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button_style='info')
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# 选定全局资金管理略指令按钮
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self.add.on_click(self.add_position)
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# 运行混入的BFSubscriberMixin中ui初始化
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self.subscriber_ui([u'点击\'已添加的买入策略\'框中的买入策略', u'资金管理做为买入策略的资金管理策略'])
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# 买入策略框点击行为：将本卖出策略加到对应的买入策略做为附属
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self.buy_factors.observe(self.add_position_to_buy_factor, names='value')
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self.accordion.set_title(0, u'添加为指定买入因子的资金管理策略')
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accordion_shut(self.accordion)
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self.add_box = widgets.VBox([self.add, self.accordion])
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# 具体子策略构建
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self._init_widget()
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@abstractmethod
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def _init_widget(self):
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"""子类因子界面设置初始化"""
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pass
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@abstractmethod
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def make_position_unique(self):
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"""
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子类因子构建唯一描述以及因子字典
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返回值两个：
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1. 因子构建字典对象
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2. 因子唯一描述
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"""
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pass
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# noinspection PyUnusedLocal
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def add_position(self, bt):
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"""对应按钮选定为全局仓位资金管理策略"""
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# 构建策略字典对象factor_dict以及唯一策略描述字符串factor_desc_key
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factor_dict, factor_desc_key = self.make_position_unique()
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self.wg_manager.add_factor(factor_dict, factor_desc_key, only_one=True)
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def add_position_to_buy_factor(self, select):
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"""对应按钮添加策略到指定买入策略中"""
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self.add_to_buy_factor(select, self.make_position_unique, 'position', only_one=True)
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